Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification
| Year of publication: |
1997
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|---|---|
| Authors: | Tamaschke, Sabine ; Trenkler, Götz ; Wei, Laisheng |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 6.1997, 3, p. 273-284
|
| Publisher: |
Springer |
| Subject: | MSE-matrix comparison | Linear Regression Model | Misspecification | Linear Bayesian Estimator | Prediction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497265